Donald L. Iglehart, Stanford University
Queues, Extreme Values, and Financial Markets
Dec 11, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Michael Todd, Cornell University
Interior-Point Methods for Semidefinite Programming
Dec 4, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Ward Whitt, AT&T Labs
Predicting Response Times in Processor-Sharing Queues
Nov 27, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Valery Kholodnyi, TXU Energy Trading
Gauge Symmetry and Dynamic Replication
Apr 24, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Til Schuermann, Oliver Weyman
Apr 17, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Florian Potra, University of Maryland Baltimore County
Modeling Rigid-Multi-Body Dynamics with Contacts and Friction
Apr 10, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Energy Risk Management in Deregulated Electricity Management Workshop
ORFE, Bendheim Center for Finance & the Graduate School Centennial Fund
Apr 6, 2001
Location
Bowen Hall
Conferences
Georg P. Pflug, University of Vienna
Risk Measures, Convexity, and the Associated Risk Processes
Apr 3, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Phillipe Artzner, Universite Louis Pasteur
Coherent Risk Measures in Finance and Insurance
Mar 27, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Vadim Linetsky, Northwestern University
Eigenfunction Expansion Methods in Asset Pricing
Feb 27, 2001
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia